+2.4%
CARR vs RCAT
+738.1%
-735.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -1.6% |
| 7D | +0.6% | -2.3% | +2.9% | +0.7% |
| 30D | -8.7% | -18.7% | +10.0% | -7.8% |
| 3M | -18.4% | -29.3% | +10.9% | -17.4% |
| 6M | -0.6% | -42.3% | +41.7% | +0.7% |
| YTD | +10.9% | +2.5% | +8.4% | +8.3% |
| 1Y | -7.3% | -5.7% | -1.6% | -9.9% |
| All | +2.4% | +738.1% | -735.7% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling